This course provides students with PhD research level methodologies and their applications in data-driven decision making, risk management, and operations. Selected topics include predictive and prescriptive analytics, learning of dependencies and structures in data for state estimation and forecast, distributionally robust optimization for decision making under uncertainty, and interpretable approaches to understand machine learning results. Emphasis will be placed on applying these methods to practical problems arises from e-commerce platforms, online market places, and financial markets.

Continuous Assessment: 100%